Nonlinear dynamics of real exchange rates for sectoral data
Jaebeom Kim and Young-Kyu Moh
| Year of publication: |
2011
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|---|---|
| Authors: | Kim, Jaebeom ; Moh, Young-kyu |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 16.2011, 2, p. 146-151
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| Subject: | Half-life | ESTAR | nonlinear mean reversion | purchasing power parity | real exchange rate | Kaufkraftparität | Purchasing power parity | Nichtlineare Regression | Nonlinear regression | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Mean Reversion | Mean reversion | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009159753